Some results for repairable systems with general repair M Kijima Journal of Applied probability 26 (1), 89-102, 1989 | 1098 | 1989 |
Markov processes for stochastic modeling M Kijima Springer, 2013 | 623 | 2013 |
Economic models for the environmental Kuznets curve: A survey M Kijima, K Nishide, A Ohyama Journal of economic dynamics and control 34 (7), 1187-1201, 2010 | 520 | 2010 |
Periodical replacement problem without assuming minimal repair M Kijima, H Morimura, Y Suzuki European Journal of Operational Research 37 (2), 194-203, 1988 | 483 | 1988 |
A useful generalization of renewal theory: counting processes governed by non-negative Markovian increments M Kijima, U Sumita Journal of Applied probability 23 (1), 71-88, 1986 | 285 | 1986 |
Stochastic processes with applications to finance M Kijima Chapman and Hall/CRC, 2002 | 265 | 2002 |
A Markov chain model for valuing credit risk derivatives. M Kijima, K Komoribayashi Journal of Derivatives 6 (1), 97-108, 1998 | 199 | 1998 |
On the significance of expected shortfall as a coherent risk measure K Inui, M Kijima Journal of banking & finance 29 (4), 853-864, 2005 | 171 | 2005 |
A Markovian framework in multi-factor Heath-Jarrow-Morton models K Inui, M Kijima Journal of financial and quantitative analysis 33 (3), 423-440, 1998 | 134 | 1998 |
A multi-quality model of interest rates M Kijima, K Tanaka, T Wong Quantitative Finance 9 (2), 133-145, 2009 | 122 | 2009 |
Credit events and the valuation of credit derivatives of basket type M Kijima, Y Muromachi Review of Derivatives Research 4, 55-79, 2000 | 103 | 2000 |
A cumulative damage shock model with imperfect preventive maintenance M Kijima, T Nakagawa Naval Research Logistics (NRL) 38 (2), 145-156, 1991 | 98 | 1991 |
Replacement policies for a cumulative damage model with minimal repair at failure T Nakagawa, M Kijima IEEE Transactions on Reliability 38 (5), 581-584, 1989 | 92 | 1989 |
Stochastic orders and their applications in financial optimization M Kijima, M Ohnishi Mathematical Methods of Operations Research 50, 351-372, 1999 | 90 | 1999 |
A point process model for the reliability of a maintained system subject to general repair LA Baxter, M Kijima, M Tortorella Stochastic models 12 (1), 12-1, 1996 | 89 | 1996 |
Valuation of a credit swap of the basket type M Kijima Review of Derivatives Research 4, 81-97, 2000 | 86 | 2000 |
Replacement policies of a shock model with imperfect preventive maintenance M Kijima, T Nakagawa European Journal of Operational Research 57 (1), 100-110, 1992 | 85 | 1992 |
Mean-risk analysis of risk aversion and wealth effects on optimal portfolios with multiple investment opportunities M Kijima, M Ohnishi Annals of Operations Research 45, 147-163, 1993 | 83 | 1993 |
PORTFOLIO SELECTION PROBLEMS VIA THE BIVARIATE CHARACTERIZATION OF STOCHASTIC DOMINANCE RELATIONS1 M Kijima, M Ohnishi Mathematical Finance 6 (3), 237-277, 1996 | 81 | 1996 |
Evaluation of credit risk of a portfolio with stochastic interest rate and default processes M Kijima, Y Muromachi Journal of Risk 3, 5-36, 2000 | 72 | 2000 |